Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.515206 0.575590 0.642991 0.724345 0.820605 0.931790 1.071280
2025-01-05 0.444143 0.519733 0.609853 0.726854 0.877215 1.067528 1.332674
2025-01-12 0.391408 0.473874 0.577152 0.719011 0.913826 1.180083 1.587063
2025-01-19 0.342887 0.425654 0.533183 0.687392 0.910553 1.235308 1.772656
2025-01-26 0.317678 0.403927 0.520029 0.693802 0.959026 1.371305 2.115441
2025-02-02 0.297616 0.386448 0.509846 0.701816 1.009657 1.519410 2.523282
2025-02-09 0.276699 0.365431 0.491890 0.695031 1.034747 1.629263 2.897011
2025-02-16 0.261581 0.351096 0.481851 0.698579 1.076514 1.776528 3.401848
2025-02-23 0.242019 0.328557 0.457184 0.675241 1.067316 1.825070 3.705029
2025-03-02 0.223303 0.305887 0.430350 0.645197 1.041254 1.834204 3.916362
2025-03-09 0.214357 0.297300 0.424733 0.650359 1.081326 1.989659 4.587996
2025-03-16 0.210246 0.295743 0.430022 0.674874 1.162636 2.256988 5.749275
2025-03-23 0.203028 0.289127 0.426994 0.685072 1.219200 2.489829 7.007855
2025-03-30 0.195731 0.281856 0.422208 0.691368 1.268757 2.722117 8.492102
2025-04-06 0.187181 0.271976 0.412148 0.686349 1.292403 2.893493 9.914418
2025-04-13 0.175628 0.256496 0.391273 0.657949 1.257724 2.888369 10.491934
2025-04-20 0.170452 0.251311 0.388134 0.664735 1.307791 3.156343 12.923326
2025-04-27 0.165833 0.246763 0.385750 0.672737 1.362464 3.462402 16.191801
2025-05-04 0.159576 0.239066 0.377080 0.666594 1.380089 3.651328 19.071821
2025-05-11 0.155059 0.234112 0.373112 0.670095 1.423991 3.956457 23.852072
2025-05-18 0.147573 0.223629 0.358163 0.648136 1.394832 3.970409 25.799762
2025-05-25 0.139742 0.212232 0.340922 0.619776 1.344122 3.883679 26.469911
2025-06-01 0.136504 0.208783 0.338585 0.624687 1.389119 4.217135 33.947422